595 research outputs found
Status and applicability of solid polymer electrolyte technology to electrolytic hydrogen and oxygen production
The solid polymer electrolyte (SPE) water electrolysis technology is presented as a potential energy conversion method for wind driven generator systems. Electrolysis life and performance data are presented from laboratory sized single cells (7.2 sq in active area) with high cell current density selected (1000 ASF) for normal operation
Hierarchical Gaussian process mixtures for regression
As a result of their good performance in practice and their desirable analytical properties, Gaussian process regression models are becoming increasingly of interest in statistics, engineering and other fields. However, two major problems arise when the model is applied to a large data-set with repeated measurements. One stems from the systematic heterogeneity among the different replications, and the other is the requirement to invert a covariance matrix which is involved in the implementation of the model. The dimension of this matrix equals the sample size of the training data-set. In this paper, a Gaussian process mixture model for regression is proposed for dealing with the above two problems, and a hybrid Markov chain Monte Carlo (MCMC) algorithm is used for its implementation. Application to a real data-set is reported
Learning Mixtures of Gaussians in High Dimensions
Efficiently learning mixture of Gaussians is a fundamental problem in
statistics and learning theory. Given samples coming from a random one out of k
Gaussian distributions in Rn, the learning problem asks to estimate the means
and the covariance matrices of these Gaussians. This learning problem arises in
many areas ranging from the natural sciences to the social sciences, and has
also found many machine learning applications. Unfortunately, learning mixture
of Gaussians is an information theoretically hard problem: in order to learn
the parameters up to a reasonable accuracy, the number of samples required is
exponential in the number of Gaussian components in the worst case. In this
work, we show that provided we are in high enough dimensions, the class of
Gaussian mixtures is learnable in its most general form under a smoothed
analysis framework, where the parameters are randomly perturbed from an
adversarial starting point. In particular, given samples from a mixture of
Gaussians with randomly perturbed parameters, when n > {\Omega}(k^2), we give
an algorithm that learns the parameters with polynomial running time and using
polynomial number of samples. The central algorithmic ideas consist of new ways
to decompose the moment tensor of the Gaussian mixture by exploiting its
structural properties. The symmetries of this tensor are derived from the
combinatorial structure of higher order moments of Gaussian distributions
(sometimes referred to as Isserlis' theorem or Wick's theorem). We also develop
new tools for bounding smallest singular values of structured random matrices,
which could be useful in other smoothed analysis settings
Microstructure Effects on Daily Return Volatility in Financial Markets
We simulate a series of daily returns from intraday price movements initiated
by microstructure elements. Significant evidence is found that daily returns
and daily return volatility exhibit first order autocorrelation, but trading
volume and daily return volatility are not correlated, while intraday
volatility is. We also consider GARCH effects in daily return series and show
that estimates using daily returns are biased from the influence of the level
of prices. Using daily price changes instead, we find evidence of a significant
GARCH component. These results suggest that microstructure elements have a
considerable influence on the return generating process.Comment: 15 pages, as presented at the Complexity Workshop in Aix-en-Provenc
D-optimal designs via a cocktail algorithm
A fast new algorithm is proposed for numerical computation of (approximate)
D-optimal designs. This "cocktail algorithm" extends the well-known vertex
direction method (VDM; Fedorov 1972) and the multiplicative algorithm (Silvey,
Titterington and Torsney, 1978), and shares their simplicity and monotonic
convergence properties. Numerical examples show that the cocktail algorithm can
lead to dramatically improved speed, sometimes by orders of magnitude, relative
to either the multiplicative algorithm or the vertex exchange method (a variant
of VDM). Key to the improved speed is a new nearest neighbor exchange strategy,
which acts locally and complements the global effect of the multiplicative
algorithm. Possible extensions to related problems such as nonparametric
maximum likelihood estimation are mentioned.Comment: A number of changes after accounting for the referees' comments
including new examples in Section 4 and more detailed explanations throughou
Scattering statistics of rock outcrops: Model-data comparisons and Bayesian inference using mixture distributions
The probability density function of the acoustic field amplitude scattered by
the seafloor was measured in a rocky environment off the coast of Norway using
a synthetic aperture sonar system, and is reported here in terms of the
probability of false alarm. Interpretation of the measurements focused on
finding appropriate class of statistical models (single versus two-component
mixture models), and on appropriate models within these two classes. It was
found that two-component mixture models performed better than single models.
The two mixture models that performed the best (and had a basis in the physics
of scattering) were a mixture between two K distributions, and a mixture
between a Rayleigh and generalized Pareto distribution. Bayes' theorem was used
to estimate the probability density function of the mixture model parameters.
It was found that the K-K mixture exhibits significant correlation between its
parameters. The mixture between the Rayleigh and generalized Pareto
distributions also had significant parameter correlation, but also contained
multiple modes. We conclude that the mixture between two K distributions is the
most applicable to this dataset.Comment: 15 pages, 7 figures, Accepted to the Journal of the Acoustical
Society of Americ
On the kinematic deconvolution of the local neighbourhood luminosity function
A method for inverting the statistical star counts equation, including proper
motions, is presented; in order to break the degeneracy in that equation it
uses the supplementary constraints required by dynamical consistency. The
inversion gives access to both the kinematics and the luminosity function of
each population in three r\'egimes: the singular ellipsoid, the constant ratio
Schwarzschild ellipsoid plane parallel models and the epicyclic model. This
more realistic model is taylored to account for local neighbourhood density and
velocity distribution.
The first model is fully investigated both analytically and via means of a
non-parametric inversion technique, while the second model is shown to be
formally its equivalent. The effect of noise and incompleteness in apparent
magnitude is investigated. The third model is investigated via a 5D+2D
non-parametric inversion technique where positivity of the underlying
luminosity function is explicitely accounted for.
It is argued that its future application to data such as the Tycho catalogue
(and in the upcoming satellite GAIA) could lead -- provided the vertical
potential, and/or the asymmetric drift or w_0 are known -- to a non-parametric
determination of the local neighbourhood luminosity function without any
reference to stellar evolution tracks. It should also yield the proportion of
stars for each kinematic component and a kinematic diagnostic to split the thin
disk from the thick disk or the halo.Comment: 18 pages, LateX (or Latex, etc), mnras, accepted for publicatio
Characterizing and Improving Generalized Belief Propagation Algorithms on the 2D Edwards-Anderson Model
We study the performance of different message passing algorithms in the two
dimensional Edwards Anderson model. We show that the standard Belief
Propagation (BP) algorithm converges only at high temperature to a paramagnetic
solution. Then, we test a Generalized Belief Propagation (GBP) algorithm,
derived from a Cluster Variational Method (CVM) at the plaquette level. We
compare its performance with BP and with other algorithms derived under the
same approximation: Double Loop (DL) and a two-ways message passing algorithm
(HAK). The plaquette-CVM approximation improves BP in at least three ways: the
quality of the paramagnetic solution at high temperatures, a better estimate
(lower) for the critical temperature, and the fact that the GBP message passing
algorithm converges also to non paramagnetic solutions. The lack of convergence
of the standard GBP message passing algorithm at low temperatures seems to be
related to the implementation details and not to the appearance of long range
order. In fact, we prove that a gauge invariance of the constrained CVM free
energy can be exploited to derive a new message passing algorithm which
converges at even lower temperatures. In all its region of convergence this new
algorithm is faster than HAK and DL by some orders of magnitude.Comment: 19 pages, 13 figure
An approximate Bayesian marginal likelihood approach for estimating finite mixtures
Estimation of finite mixture models when the mixing distribution support is
unknown is an important problem. This paper gives a new approach based on a
marginal likelihood for the unknown support. Motivated by a Bayesian Dirichlet
prior model, a computationally efficient stochastic approximation version of
the marginal likelihood is proposed and large-sample theory is presented. By
restricting the support to a finite grid, a simulated annealing method is
employed to maximize the marginal likelihood and estimate the support. Real and
simulated data examples show that this novel stochastic
approximation--simulated annealing procedure compares favorably to existing
methods.Comment: 16 pages, 1 figure, 3 table
Millihertz X-ray variability during the 2019 outburst of black hole candidate Swift~J1357.20933
Swift J1357.20933 is a black-hole candidate X-ray transient, which
underwent its third outburst in 2019, during which several multi-wavelength
observations were carried out.~Here, we report results from the \emph{Neil
Gehrels Swift} and \emph{NICER} observatories and radio data from
\emph{AMI}.~For the first time,~millihertz quasi-periodic X-ray oscillations
with frequencies varying between ~1--5~ were found in
\emph{NICER} observations and a similar feature was also detected in one
\emph{Swift}--\textsc{XRT} dataset.~Our spectral analysis indicate that the
maximum value of the measured X-ray flux is much lower compared to the peak
values observed during the 2011 and 2017 outbursts.~This value is ~100
times lower than found with \emph{MAXI} on MJD~58558 much (~68 days)
earlier in the outburst, suggesting that the \emph{Swift} and \emph{NICER}
fluxes belong to the declining phase of the 2019 outburst.~An additional soft
component was detected in the \textsc{XRT} observation with the highest flux
level, but at a relatively low ~~, and which we fitted with a disc component at a
temperature of ~keV.~The optical/UV magnitudes obtained from
\emph{Swift}--\textsc{UVOT} showed a correlation with X-ray observations,
indicating X-ray reprocessing to be the plausible origin of the optical and UV
emission.~However, the source was not significantly detected in the radio
band.~There are currently a number of models that could explain this
millihertz-frequency X-ray variability; not least of which involves an X-ray
component to the curious dips that, so far, have only been observed in the
optical.Comment: 14 pages, Accepted for publication in MNRA
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